ECBOT 5 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 03-Mar-2017

Day Change Summary
	Previous	Current
	02-Mar-2017	03-Mar-2017	Change	Change %	Previous Week
Open	117-165	117-130	-0-035	-0.1%	118-160
High	117-185	117-145	-0-040	-0.1%	118-162
Low	117-080	117-067	-0-013	0.0%	117-067
Close	117-107	117-135	0-028	0.1%	117-135
Range	0-105	0-078	-0-027	-26.2%	1-095
ATR	0-118	0-115	-0-003	-2.5%	0-000
Volume	121,127	57,580	-63,547	-52.5%	1,694,150

Daily Pivots for day following 03-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-028	117-319	117-178
R3	117-271	117-242	117-156
R2	117-193	117-193	117-149
R1	117-164	117-164	117-142	117-179
PP	117-116	117-116	117-116	117-123
S1	117-087	117-087	117-128	117-101
S2	117-038	117-038	117-121
S3	116-281	117-009	117-114
S4	116-203	116-252	117-092

Weekly Pivots for week ending 03-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	121-193	120-259	118-043
R3	120-098	119-164	117-249
R2	119-003	119-003	117-211
R1	118-069	118-069	117-173	117-309
PP	117-228	117-228	117-228	117-188
S1	116-294	116-294	117-097	116-214
S2	116-133	116-133	117-059
S3	115-038	115-199	117-021
S4	113-263	114-104	116-227

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-162	117-067	1-095	1.1%	0-116	0.3%	16%	False	True	338,830
10	118-162	117-067	1-095	1.1%	0-107	0.3%	16%	False	True	982,709
20	118-162	117-067	1-095	1.1%	0-107	0.3%	16%	False	True	897,205
40	118-162	117-067	1-095	1.1%	0-115	0.3%	16%	False	True	841,483
60	118-162	116-175	1-307	1.7%	0-111	0.3%	45%	False	False	765,171
80	121-110	116-175	4-255	4.1%	0-123	0.3%	18%	False	False	698,216
100	121-110	116-175	4-255	4.1%	0-113	0.3%	18%	False	False	559,600
120	121-135	116-175	4-280	4.2%	0-096	0.3%	18%	False	False	466,339

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-016
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	118-154
2.618	118-028
1.618	117-270
1.000	117-222
0.618	117-193
HIGH	117-145
0.618	117-115
0.500	117-106
0.382	117-097
LOW	117-067
0.618	117-020
1.000	116-310
1.618	116-262
2.618	116-185
4.250	116-058

Fisher Pivots for day following 03-Mar-2017
Pivot	1 day	3 day
R1	117-125	117-161
PP	117-116	117-153
S1	117-106	117-144

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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